Photo of Ruben Loaiza Maya

Ruben Loaiza Maya

Mr

20152019
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Personal profile

Biography

Ruben Loaiza-Maya is a Research Fellow in the Department of Econometrics and Business Statistics. He completed his doctoral studies in econometrics at the University of Melbourne and his undergraduate degree in economics at the Universidad Nacional de Colombia (Medellin).
 
His research interests include:
Copula Modelling; Bayesian Estimation Methods; Time Series Analysis; Macroeconomic and Financial Forecasting;
 
 

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Research Output 2015 2019

Variational Bayes estimation of discrete-margined copula models with application to time series

Loaiza-Maya, R. & Smith, M. S., 14 Jan 2019, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 52 p.

Research output: Contribution to journalArticleResearchpeer-review

Real-time macroeconomic forecasting with a heteroskedastic inversion copula

Loaiza-Maya, R. & Smith, M. S., Aug 2018, (Accepted/In press) In : Journal of Business and Economic Statistics. 37 p.

Research output: Contribution to journalArticleResearchpeer-review

Time series copulas for heteroskedastic data

Loaiza-Maya, R., Smith, M. S. & Maneesoonthorn, W., 1 Apr 2018, In : Journal of Applied Econometrics. 33, 3, p. 332-354 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian combination for inflation forecasts: the effects of a prior based on central banks’ estimates

Melo, L. F., Loaiza, R. A. & Villamizar-Villegas, M., 1 Sep 2016, In : Economic Systems. 40, 3, p. 387-397 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange rate contagion in Latin America

Loaiza-Maya, R. A., Gomez-Gonzales, J. E. & Melo-Velandia, L. F., 1 May 2015, In : Research in International Business and Finance. 34, p. 355-367 13 p.

Research output: Contribution to journalArticleResearchpeer-review